When you imported the Files, depending on which Import option you chose, you either told Lightroom where the Image Files were on your Hard rives or told Lightroom where to copy them to on your hard drives. If you have since moved or deleted these files outside of Lightroom or the Hard drive that they were on is not connected or has had its name or letter designation changed Lightroom will not be able to find them. The images you can see are Lightroom's preview files of the images. These are updated and modified each time you make an adjustment to the original file but they will persist if the original files are moved or deleted outside of Lightroom.